/Engine/Source/Runtime/SlateCore/Public/Rendering/RenderingCommon.h
Called when the top level window associated with the viewport has been requested to close. At this point, the viewport has not been closed and the operation may be canceled. This may not called from PIE, Editor Windows, on consoles, or before the game ends from other methods. This is only when the platform specific window is closed.FReply::Handledif the close event was consumed (and the window should remain open).
virtual [FReply](API\Runtime\SlateCore\Input\FReply) OnRequestWindowClose()